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MMLU-Pro / 7313 / Which of the following statements is true concerning variance decomposition…

Problem

Answer published by the source. Consult the official source to check your work against its answer.

question

Which of the following statements is true concerning variance decomposition analysis of VARs?

i) Variance decompositions measure the impact of a unit shock to each of the variables on the VAR

ii) Variance decompositions can be thought of as measuring the proportion of the forecast error variance that is attributable to each variable

iii) The ordering of the variables is important for calculating impulse responses but not variance decompositions

iv) It is usual that most of the forecast error variance for a given variable is attributable to shocks to that variable

category

economics

options

  1. (i), (ii) and (iv) only
  2. (ii) and (iii) only
  3. (i) and (ii) only
  4. (ii), (iii), and (iv) only
  5. (ii) and (iv) only
  6. (i) and (iii) only
  7. (iii) and (iv) only
  8. (i) and (iv) only
  9. (i), (ii), and (iii) only
  10. (i), (ii), (iii), and (iv)

src

ori_mmlu-econometrics

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Source and history

upstream_id / Original problem ID
7313
task_id
0d1d5901-a50d-5ca6-91b6-ac100e8481b7
task_key
default--test--7313
task_revision_id
1
config / split
default / test

Official source

initial import